+46,613.4%
QCOM vs PCG
+19.0%
+46,594.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.3% | -8.2% | -9.3% |
| 7D | -15.5% | 0.0% | -15.5% | -15.4% |
| 30D | -13.4% | +5.8% | -19.3% | -14.0% |
| 3M | 0.0% | -22.8% | +22.8% | +2.6% |
| 6M | -15.2% | -18.4% | +3.2% | -13.9% |
| YTD | -6.9% | -16.9% | +9.9% | -5.8% |
| 1Y | -11.0% | -17.6% | +6.7% | -9.8% |
| 3Y | +39.8% | -20.0% | +59.7% | +41.2% |
| 5Y | +7.2% | +16.0% | -8.8% | +3.2% |
| 10Y | +207.7% | -76.7% | +284.4% | +221.6% |
| All | +46,613.4% | +19.0% | +46,594.5% | +28,038.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling